Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 35.888627 38.794543 41.985436 45.780934 50.215557 55.288636 61.614709
2025-08-31 31.632013 35.360393 39.713705 45.272385 52.339155 61.264511 73.830532
2025-09-07 29.735356 33.966569 39.111091 46.010437 55.341206 68.078365 87.980053
2025-09-14 27.799850 32.244330 37.807511 45.545325 56.523831 72.494170 99.852015
2025-09-21 25.988212 30.471080 36.200481 44.385990 56.430149 74.856794 108.978271
2025-09-28 24.501433 28.983095 34.810260 43.325229 56.253825 76.946164 118.197147
2025-10-05 24.216862 29.025942 35.442466 45.149179 60.639219 87.355630 148.141066
2025-10-12 23.665061 28.657163 35.454984 46.030507 63.624225 96.035888 179.892213
2025-10-19 23.100653 28.224444 35.327473 46.658525 66.247538 104.713782 218.914592
2025-10-26 22.483506 27.675070 34.980778 46.887437 68.176978 112.504667 263.910031
2025-11-02 21.689773 26.831677 34.141303 46.230728 68.363791 116.455192 300.224917
2025-11-09 20.840424 25.869194 33.068016 45.096205 67.486576 117.661524 326.945694
2025-11-16 20.074164 25.025682 32.176812 44.282072 67.307228 121.068361 375.539808
2025-11-23 19.427315 24.329455 31.475735 43.742465 67.628086 126.029413 449.816062
2025-11-30 19.126805 24.119414 31.502616 44.453434 70.628501 139.728201 664.431940
2025-12-07 18.590892 23.536650 30.911154 44.011139 71.082603 146.054197 872.426960
2025-12-14 17.951237 22.774818 29.998919 42.919275 69.944943 146.825615 1020.677671
2025-12-21 17.370296 22.081240 29.165817 41.917941 68.900142 147.676933 1215.333457
2025-12-28 17.388402 22.286136 29.779800 43.638687 74.460152 175.785723 5840.402185
2026-01-04 17.222781 22.202846 29.917240 44.469018 78.068493 199.761126 NaN
2026-01-11 17.019591 22.052217 29.932683 45.060291 81.202299 225.102193 NaN
2026-01-18 16.759399 21.802503 29.767713 45.275718 83.386555 248.361434 NaN
2026-01-25 16.368400 21.335323 29.213131 44.657565 83.148653 257.204527 NaN